Abstract and time schedules are reported below.

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- Wed 9 // 12: 16 - 18 (Aula riunioni)

- Thu 10 // 12: 10 - 12 (Aula seminari)

- Thu 10 // 12: 15 - 17 (Aula seminari)

- Fri 11 // 12: 9 - 13 (Aula seminari)

Abstract: We provide an introduction to martingale optimal transport. In
the context of the one-period version of the problem, we establish the
Kantorovitch duality, we discuss the existence for the primal and the
dual problems, and we provide the martingale version of the cyclic
monotonicity condition together with of the one-dimensional Brenier
theorem. We finally show the connection between continuous-time
martingale transport and the Skorohod embedding problem, and we provide
some applications.
http://cvgmt.sns.it/event/348/